+4.3%
TLT vs HBM
+438.8%
-434.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -1.3% |
| 7D | -0.3% | +2.4% | -2.7% | -0.3% |
| 30D | +3.7% | -16.0% | +19.7% | +4.0% |
| 3M | -0.7% | -21.3% | +20.7% | -0.3% |
| 6M | -4.2% | -12.2% | +8.0% | -4.1% |
| YTD | -4.0% | +10.7% | -14.6% | -4.4% |
| 1Y | -5.8% | +30.3% | -36.1% | -6.6% |
| All | +4.3% | +438.8% | -434.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling